Excursion probability
In probability theory, an excursion probability is the probability that a stochastic process surpasses a given value in a fixed time period. It is the probability[1]
Numerous approximation methods for the situation where u is large and f(t) is a Gaussian process have been proposed such as Rice's formula.[1][2] First-excursion probabilities can be used to describe deflection to a critical point experienced by structures during "random loadings, such as earthquakes, strong gusts, hurricanes, etc."[3]
References
- ^ a b Attention: This template ({{cite doi}}) is deprecated. To cite the publication identified by doi:10.1007/978-0-387-48116-6_4, please use {{cite journal}} (if it was published in a bona fide academic journal, otherwise {{cite report}} with
|doi=10.1007/978-0-387-48116-6_4instead. - ^ Attention: This template ({{cite doi}}) is deprecated. To cite the publication identified by doi:10.1214/aoap/1019737664, please use {{cite journal}} (if it was published in a bona fide academic journal, otherwise {{cite report}} with
|doi=10.1214/aoap/1019737664instead. - ^ Attention: This template ({{cite doi}}) is deprecated. To cite the publication identified by doi:10.1016/0022-460X(73)90059-X, please use {{cite journal}} (if it was published in a bona fide academic journal, otherwise {{cite report}} with
|doi=10.1016/0022-460X(73)90059-Xinstead.
 | This probability-related article is a stub. You can help Wikipedia by expanding it. |